Search results for: generalized pareto distribution‎

Authors: Yegnanew A. Shiferaw

Abstract:

Background: commodity price volatility originating from excessive commodity price fluctuation has been a global problem especially after the recent financial crises. Volatility is a measure of risk or uncertainty in financial analysis. It plays a vital role in risk management, portfolio management, and pricing equity. Objectives: the core objective of this paper is to examine the relationship between the prices of agricultural commodities with oil price, gas price, coal price and exchange rate (USD/Rand). In addition, the paper tries to fit an appropriate model that best describes the log return price volatility and estimate Value-at-Risk and expected shortfall. Data and methods: the data used in this study are the daily returns of agricultural commodity prices from 02 January 2007 to 31st October 2016. The data sets consists of the daily returns of agricultural commodity prices namely: white maize, yellow maize, wheat, sunflower, soya, corn, and sorghum. The paper applies the three-state Markov-switching (MS) regression, the standard single-regime GARCH and the two regime Markov-switching GARCH (MS-GARCH) models. Results: to choose the best fit model, the log-likelihood function, Akaike information criterion (AIC), Bayesian information criterion (BIC) and deviance information criterion (DIC) are employed under three distributions for innovations. The results indicate that: (i) the price of agricultural commodities was found to be significantly associated with the price of coal, price of natural gas, price of oil and exchange rate, (ii) for all agricultural commodities except sunflower, k=3 had higher log-likelihood values and lower AIC and BIC values. Thus, the three-state MS regression model outperformed the two-state MS regression model (iii) MS-GARCH(1,1) with generalized error distribution (ged) innovation performs best for white maize and yellow maize; MS-GARCH(1,1) with student-t distribution (std) innovation performs better for sorghum; MS-gjrGARCH(1,1) with ged innovation performs better for wheat, sunflower and soya and MS-GARCH(1,1) with std innovation performs better for corn. In conclusion, this paper provided a practical guide for modelling agricultural commodity prices by MS regression and MS-GARCH processes. This paper can be good as a reference when facing modelling agricultural commodity price problems.

Keywords: commodity prices, MS-GARCH model, MS regression model, South Africa, volatility

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Authors: Ariful Islam, Showkat Ahmad Lone

Abstract:

The Mukherjee-Islam Model is commonly used as a simple life time distribution to assess system reliability. The model exhibits a better fit for failure information and provides more appropriate information about hazard rate and other reliability measures as shown by various authors. It is possible to introduce a location parameter at a time (i.e., a time before which failure cannot occur) which makes it a more useful failure distribution than the existing ones. Even after shifting the location of the distribution, it represents a decreasing, constant and increasing failure rate. It has been shown to represent the appropriate lower tail of the distribution of random variables having fixed lower bound. This study presents the reliability computations and probability weighted moment estimation of three parameter model. A comparative analysis is carried out between three parameters finite range model and some existing bathtub shaped curve fitting models. Since probability weighted moment method is used, the results obtained can also be applied on small sample cases. Maximum likelihood estimation method is also applied in this study.

Keywords: comparative analysis, maximum likelihood estimation, Mukherjee-Islam failure model, probability weighted moment estimation, reliability

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Authors: Mayowa Philips Ibitola, Abe Oluwaseun Banji, Olorunfemi Akinade-Solomon

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A total of 20 bottom sediment samples were collected from the Lekki Lagoon during the wet and dry season. The study was carried out to determine the textural characteristics, sediment distribution pattern and energy of transportation within the lagoon system. The sediment grain sizes and depth profiling was analyzed using dry sieving method and MATLAB algorithm for processing. The granulometric reveals fine grained sand both for the wet and dry season with an average mean value of 2.03 ϕ and -2.88 ϕ, respectively. Sediments were moderately sorted with an average inclusive standard deviation of 0.77 ϕ and -0.82 ϕ. Skewness varied from strongly coarse and near symmetrical 0.34- ϕ and 0.09 ϕ. The kurtosis average value was 0.87 ϕ and -1.4 ϕ (platykurtic and leptokurtic). Entirely, the bathymetry shows an average depth of 4.0 m. The deepest and shallowest area has a depth of 11.2 m and 0.5 m, respectively. High concentration of fine sand was observed at deep areas compared to the shallow areas during wet and dry season. Statistical parameter results show that the overall sediments are sorted, and deposited under low energy condition over a long distance. However, sediment distribution and sediment transport pattern of Lekki Lagoon is controlled by a low energy current and the down slope configuration of the bathymetry enhances the sorting and the deposition rate in the Lekki Lagoon.

Keywords: Lekki Lagoon, Marine sediment, bathymetry, grain size distribution

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Authors: Taehan Bae

Abstract:

In this paper, a class of length-biased Weibull mixtures is presented to model loss severity data. The proposed model generalizes the Erlang mixtures with the common scale parameter, and it shares many important modelling features, such as flexibility to fit various data distribution shapes and weak-denseness in the class of positive continuous distributions, with the Erlang mixtures. We show that the asymptotic tail estimate of the length-biased Weibull mixture is Weibull-type, which makes the model effective to fit loss severity data with heavy-tailed observations. A method of statistical estimation is discussed with applications on real catastrophic loss data sets.

Keywords: Erlang mixture, length-biased distribution, transformed gamma distribution, asymptotic tail estimate, EM algorithm, expectation-maximization algorithm

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Authors: A. Hamieh, Z. Olama, H. Holail

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Drinking Water Distribution Systems provide opportunities for microorganisms that enter the drinking water to develop into biofilms. Antimicrobial agents, mainly chlorine, are used to disinfect drinking water, however, there are not yet standardized disinfection strategies with reliable efficacy and development of novel anti-biofilm strategies is still of major concern. In the present study the ability of Lactobacillus acidophilus and Streptomyces sp. cell free supernatants to inhibit the bacterial biofilm formation in Drinking Water Distribution System in Lebanon was investigated. Treatment with cell free supernatants of Lactobacillus acidophilus and Streptomyces sp. at 20% concentration resulted in average biofilm inhibition (52.89 and 39.66% respectively). A preliminary investigation about the mode of action of biofilm inhibition revealed that cell free supernatants showed no bacteriostatic or bactericidal activity against all the tested isolates. Pre-coating wells with supernatants revealed that Lactobacillus acidophilus cell free supernatant inhibited average biofilm formation (62.53%) by altering the adhesion of bacterial isolates to the surface, preventing the initial attachment step, which is important for biofilm production.

Keywords: biofilm, cell free supernatant, distribution system, drinking water, lactobacillus acidophilus, streptomyces sp, adhesion

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Authors: Hooman Dabirmanesh, Attila M. Zsaki

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Traditionally, rock slope stability is carried out using limit equilibrium analysis when investigating toppling failure. In these equilibrium methods, internal forces exerted between columns are not clearly defined, and to the authors’ best knowledge, there is no consensus in literature with respect to the results of analysis. A discrete element method-based numerical model was developed and applied to simulate the behavior of rock layers subjected to toppling failure. Based on this calibrated numerical model, a study of the location and distribution of internal forces that result in equilibrium was carried out. The sum of side forces was applied at a point on a block which properly represents the force to determine the inter-column force distribution. In terms of the side force distribution coefficient, the result was compared to those obtained from laboratory centrifuge tests. The results of the simulation show the suitable criteria to select the correct position for the internal exerted force between rock layers. In addition, the numerical method demonstrates how a theoretical method could be reliable by considering the interaction between the rock layers.

Keywords: contact bond, discrete element, force distribution, limit equilibrium, tensile stress

Procedia PDF Downloads 139

Authors: Zhiwu Zheng, Prakhar Kumar, Sigurd Wagner, Naveen Verma, James C. Sturm

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Soft robots have drawn great interest recently due to a rich range of possible shapes and motions they can take on to address new applications, compared to traditional rigid robots. Large-area electronics (LAE) provides a unique platform for creating soft robots by leveraging thin-film technology to enable the integration of a large number of actuators, sensors, and control circuits on flexible sheets. However, the rich shapes and motions possible, especially when interacting with complex environments, pose significant challenges to forming well-generalized and robust models necessary for robot design and control. In this work, we describe an analytical model for predicting the shape and locomotion of a flexible (steel-foil-based) piezoelectric-actuated 2D robot based on Euler-Bernoulli beam theory. It is nominally (unpowered) lying flat on the ground, and when powered, its shape is controlled by an array of piezoelectric thin-film actuators. Key features of the models are its ability to incorporate the significant effects of gravity on the shape and to precisely predict the spatial distribution of friction against the contacting surfaces, necessary for determining inchworm-type motion. We verified the model by developing a distributed discrete element representation of a continuous piezoelectric actuator and by comparing its analytical predictions to discrete-element robot simulations using PyBullet. Without gravity, predicting the shape of a sheet with a linear array of piezoelectric actuators at arbitrary voltages is straightforward. However, gravity significantly distorts the shape of the sheet, causing some segments to flatten against the ground. Our work includes the following contributions: (i) A self-consistent approach was developed to exactly determine which parts of the soft robot are lifted off the ground, and the exact shape of these sections, for an arbitrary array of piezoelectric voltages and configurations. (ii) Inchworm-type motion relies on controlling the relative friction with the ground surface in different sections of the robot. By adding torque-balance to our model and analyzing shear forces, the model can then determine the exact spatial distribution of the vertical force that the ground is exerting on the soft robot. Through this, the spatial distribution of friction forces between ground and robot can be determined. (iii) By combining this spatial friction distribution with the shape of the soft robot, in the function of time as piezoelectric actuator voltages are changed, the inchworm-type locomotion of the robot can be determined. As a practical example, we calculated the performance of a 5-actuator system on a 50-µm thick steel foil. Piezoelectric properties of commercially available thin-film piezoelectric actuators were assumed. The model predicted inchworm motion of up to 200 µm per step. For independent verification, we also modelled the system using PyBullet, a discrete-element robot simulator. To model a continuous thin-film piezoelectric actuator, we broke each actuator into multiple segments, each of which consisted of two rigid arms with appropriate mass connected with a 'motor' whose torque was set by the applied actuator voltage. Excellent agreement between our analytical model and the discrete-element simulator was shown for both for the full deformation shape and motion of the robot.

Keywords: analytical modeling, piezoelectric actuators, soft robot locomotion, thin-film technology

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Authors: Afef Dridi, Salah Mezlini

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Since experimental devices cannot calculate stress and deformation of complex structures. The Finite Element Method FEM has been widely used in several fields of research. One of these fields is orthodontics. The advantage of using such a method is the use of an accurate and non invasive method that allows us to have a sufficient data about the physiological reactions can happening in soft tissues. Most of researches done in this field were interested in the study of stresses and deformations induced by orthodontic apparatus in soft tissues (alveolar tissues). Only few studies were interested in the distribution of stress and strain in the orthodontic brackets. These studies, although they tried to be as close as possible to real conditions, their models did not reproduce the clinical cases. For this reason, the model generated by our research is the closest one to reality. In this study, a numerical model was developed to explore the stress and strain distribution under the application of real conditions. A comparison between different material properties was also done.

Keywords: visco-hyperelasticity, FEM, orthodontic treatment, inverse method

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Authors: Ariful Islam, Showkat Ahmad Lone

Abstract:

Statistical distributions have long been employed in the assessment of semiconductor devices and product reliability. The power function-distribution is one of the most important distributions in the modern reliability practice and can be frequently preferred over mathematically more complex distributions, such as the Weibull and the lognormal, because of its simplicity. Moreover, it may exhibit a better fit for failure data and provide more appropriate information about reliability and hazard rates in some circumstances. This study deals with estimating information about failure times of items under step-stress partially accelerated life tests for competing risk based on adoptive type-I progressive hybrid censoring criteria. The life data of the units under test is assumed to follow Mukherjee-Islam distribution. The point and interval maximum-likelihood estimations are obtained for distribution parameters and tampering coefficient. The performances of the resulting estimators of the developed model parameters are evaluated and investigated by using a simulation algorithm.

Keywords: adoptive progressive hybrid censoring, competing risk, mukherjee-islam distribution, partially accelerated life testing, simulation study

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Authors: Babak Safaei, Ahmad Ghanbari, Arash Rahmani

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In the present study, the free vibration characteristics of double-walled carbon nanotubes (DWCNTs) are investigated. The small-scale effects are taken into account using the Eringen’s nonlocal elasticity theory. The nonlocal elasticity equations are implemented into the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), Reddy beam theory (RBT), and Levinson beam theory (LBT) to analyze the free vibrations of DWCNTs in which each wall of the nanotubes is considered as individual beam with van der Waals interaction forces. Generalized differential quadrature (GDQ) method is utilized to discretize the governing differential equations of each nonlocal beam model along with four commonly used boundary conditions. Then molecular dynamics (MD) simulation is performed for a series of armchair and zigzag DWCNTs with different aspect ratios and boundary conditions, the results of which are matched with those of nonlocal beam models to extract the appropriate values of the nonlocal parameter corresponding to each type of chirality, nonlocal beam model and boundary condition. It is found that the present nonlocal beam models with their proposed correct values of nonlocal parameter have good capability to predict the vibrational behavior of DWCNTs, especially for higher aspect ratios.

Keywords: double-walled carbon nanotubes, nonlocal continuum elasticity, free vibrations, molecular dynamics simulation, generalized differential quadrature method

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Authors: Arti Devi, Parthasarthi Choudhury

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Extreme rainfall frequency analysis for Meteorological Sub-Division 4 of India was analysed using L-moments approach. Serial Correlation and Mann Kendall tests were conducted for checking serially independent and stationarity of the observations. The discordancy measure for the sites was conducted to detect the discordant sites. The regional homogeneity was tested by comparing with 500 generated homogeneous regions using a 4 parameter Kappa distribution. The best fit distribution was selected based on ZDIST statistics and L-moments ratio diagram from the five extreme value distributions GPD, GLO, GEV, P3 and LP3. The LN3 distribution was selected and regional rainfall frequency relationship was established using index-rainfall procedure. A regional mean rainfall relationship was developed using multiple linear regression with latitude and longitude of the sites as variables.

Keywords: L-moments, ZDIST statistics, serial correlation, Mann Kendall test

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Authors: Stuti Modi, Aditi Kambli

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This paper addresses the need for intelligent water management and distribution system in smart cities to ensure optimal consumption and distribution of water for drinking and sanitation purposes. Water being a limited resource in cities require an effective system for collection, storage and distribution. In this paper, applications of two mostly widely used particular types of data-driven models, namely artificial neural networks (ANN) and fuzzy logic-based models, to modelling in the water resources management field are considered. The objective of this paper is to review the principles of various types and architectures of neural network and fuzzy adaptive systems and their applications to integrated water resources management. Final goal of the review is to expose and formulate progressive direction of their applicability and further research of the AI-related and data-driven techniques application and to demonstrate applicability of the neural networks, fuzzy systems and other machine learning techniques in the practical issues of the regional water management. Apart from this the paper will deal with water storage, using ANN to find optimum reservoir level and predicting peak daily demands.

Keywords: artificial neural networks, fuzzy systems, peak daily demand prediction, water management and distribution

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Authors: M. Y. Ismail, M. Inam, A. F. M. Zain, N. Misran

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Progressive phase distribution is an important consideration in reflect array antenna design which is required to form a planar wave in front of the reflect array aperture. This paper presents a detailed mathematical model in order to determine the required reflection phase values from individual element of a reflect array designed in Ku-band frequency range. The proposed technique of obtaining reflection phase can be applied for any geometrical design of elements and is independent of number of array elements. Moreover the model also deals with the solution of reflect array antenna design with both centre and off-set feed configurations. The theoretical modeling has also been implemented for reflect arrays constructed on 0.508 mm thickness of different dielectric substrates. The results show an increase in the slope of the phase curve from 4.61°/mm to 22.35°/mm by varying the material properties.

Keywords: mathematical modeling, progressive phase distribution, reflect array antenna, reflection phase

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Authors: Priya Kedia, Kiranmoy Das

Abstract:

There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

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Authors: Minjung Kim, Hyunkoo Kang, Jinkoo Kim

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In this study, a seismic retrofit scheme for a reinforced concrete shear wall structure using steel slit dampers was presented. The stiffness and the strength of the slit damper used in the retrofit were verified by cyclic loading test. A genetic algorithm was applied to find out the optimum location of the slit dampers. The effects of the slit dampers on the seismic retrofit of the model were compared with those of jacketing shear walls. The seismic performance of the model structure with optimally positioned slit dampers was evaluated by nonlinear static and dynamic analyses. Based on the analysis results, the simple procedure for determining required damping ratio using capacity spectrum method along with the damper distribution pattern proportional to the inter-story drifts was validated. The analysis results showed that the seismic retrofit of the model structure using the slit dampers was more economical than the jacketing of the shear walls and that the capacity spectrum method combined with the simple damper distribution pattern led to satisfactory damper distribution pattern compatible with the solution obtained from the genetic algorithm.

Keywords: seismic retrofit, slit dampers, genetic algorithm, jacketing, capacity spectrum method

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Authors: Fujio Akagi, Hiroaki Ito, Shin-Ichi Inage

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The aim of this study is to develop a combustion model that can be applied uniformly to laminar and turbulent premixed flames while considering the effect of the Lewis number (Le). The model considers the effect of Le on the transport equations of the reaction progress, which varies with the chemical species and temperature. The distribution of the reaction progress variable is approximated by a hyperbolic tangent function, while the other distribution of the reaction progress variable is estimated using the approximated distribution and transport equation of the reaction progress variable considering the Le. The validity of the model was evaluated under the conditions of propane with Le > 1 and methane with Le = 1 (equivalence ratios of 0.5 and 1). The estimated results were found to be in good agreement with those of previous studies under all conditions. A method of introducing a turbulence model into this model is also described. It was confirmed that conventional turbulence models can be expressed as an approximate theory of this model in a unified manner.

Keywords: combustion model, laminar flame, Lewis number, turbulent flame

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Authors: E. Krishna

Abstract:

An Extended form of exponential distribution using Marshall and Olkin method is introduced.The location scale family of these distributions is considered. For location scale free family, exact expressions for single and product moments of upper record statistics are derived. The mean, variance and covariance of record values are computed for various values of the shape parameter. Using these the BLUE's of location and scale parameters are derived.The variances and covariance of estimates are obtained.Through Monte Carlo simulation the condence intervals for location and scale parameters are constructed.The Best liner unbiased Predictor (BLUP) of future records are also discussed.

Keywords: BLUE, BLUP, condence interval, Marshall-Olkin distribution, Monte Carlo simulation, prediction of future records, record statistics

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Authors: Sonia P. Marrero Duran, Lilian Noya Dominguez, Lisandra Quintana Alvarez, Evert Martinez Perez, Ana Julia Acevedo Urquiaga

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Cuban business and economic policy are in the constant update as well as facing a client ever more knowledgeable and demanding. For that reason become fundamental for companies competitiveness through the optimization of its processes and services. One of the Cuban’s pillars, which has been sustained since the triumph of the Cuban Revolution back in 1959, is the free health service to all those who need it. This service is offered without any charge under the concept of preserving human life, but it implied costly management processes and logistics services to be able to supply the necessary medicines to all the units who provide health services. One of the key actors on the medicine supply chain is the Havana Distribution Center (HDC), which is responsible for the delivery of medicines in the province; as well as the acquisition of medicines from national and international producers and its subsequent transport to health care units and pharmacies in time, and with the required quality. This HDC also carries for all distribution centers in the country. Given the eminent need to create an actor in the supply chain that specializes in the medicines supply, the possibility of centralizing this operation in a logistics service provider is analyzed. Based on this decision, pharmacies operate as clients of the logistic service center whose main function is to centralize all logistics operations associated with the medicine supply chain. The HDC is precisely the logistic service provider in Havana and it is the center of this research. In 2017 the pharmacies had affectations in the availability of medicine due to deficiencies in the distribution routes. This is caused by the fact that they are not based on routing studies, besides the long distribution cycle. The distribution routs are fixed, attend only one type of customer and there respond to a territorial location by the municipality. Taking into consideration the above-mentioned problem, the objective of this research is to optimize the routes system in the Havana Distribution Center. To accomplish this objective, the techniques applied were document analysis, random sampling, statistical inference and tools such as Ishikawa diagram and the computerized software’s: ArcGis, Osmand y MapIfnfo. As a result, were analyzed four distribution alternatives; the actual rout, by customer type, by the municipality and the combination of the two last. It was demonstrated that the territorial location alternative does not take full advantage of the transportation capacities or the distance of the trips, which leads to elevated costs breaking whit the current ways of distribution and the currents characteristics of the clients. The principal finding of the investigation was the optimum option distribution rout is the 4th one that is formed by hospitals and the join of pharmacies, stomatology clinics, polyclinics and maternal and elderly homes. This solution breaks the territorial location by the municipality and permits different distribution cycles in dependence of medicine consumption and transport availability.

Keywords: computerized geographic software, distribution, distribution routs, vehicle problem routing (VPR)

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Authors: Alex Fedoseyev

Abstract:

This study investigates a generalized hydrodynamic equation (GHE) simplified model for the simulation of turbulent flow over a two-dimensional backward-facing step (BFS) at Reynolds number Re=132000. The GHE were derived from the generalized Boltzmann equation (GBE). GBE was obtained by first principles from the chain of Bogolubov kinetic equations and considers particles of finite dimensions. The GHE has additional terms, temporal and spatial fluctuations, compared to the Navier-Stokes equations (NSE). These terms have a timescale multiplier τ, and the GHE becomes the NSE when $\tau$ is zero. The nondimensional τ is a product of the Reynolds number and the squared length scale ratio, τ=Re*(l/L)², where l is the apparent Kolmogorov length scale, and L is a hydrodynamic length scale. The BFS flow modeling results obtained by 2D calculations cannot match the experimental data for Re>450. One or two additional equations are required for the turbulence model to be added to the NSE, which typically has two to five parameters to be tuned for specific problems. It is shown that the GHE does not require an additional turbulence model, whereas the turbulent velocity results are in good agreement with the experimental results. A review of several studies on the simulation of flow over the BFS from 1980 to 2023 is provided. Most of these studies used different turbulence models when Re>1000. In this study, the 2D turbulent flow over a BFS with height H=L/3 (where L is the channel height) at Reynolds number Re=132000 was investigated using numerical solutions of the GHE (by a finite-element method) and compared to the solutions from the Navier-Stokes equations, k–ε turbulence model, and experimental results. The comparison included the velocity profiles at X/L=5.33 (near the end of the recirculation zone, available from the experiment), recirculation zone length, and velocity flow field. The mean velocity of NSE was obtained by averaging the solution over the number of time steps. The solution with a standard k −ε model shows a velocity profile at X/L=5.33, which has no backward flow. A standard k−ε model underpredicts the experimental recirculation zone length X/L=7.0∓0.5 by a substantial amount of 20-25%, and a more sophisticated turbulence model is needed for this problem. The obtained data confirm that the GHE results are in good agreement with the experimental results for turbulent flow over two-dimensional BFS. A turbulence model was not required in this case. The computations were stable. The solution time for the GHE is the same or less than that for the NSE and significantly less than that for the NSE with the turbulence model. The proposed approach was limited to 2D and only one Reynolds number. Further work will extend this approach to 3D flow and a higher Re.

Keywords: backward-facing step, comparison with experimental data, generalized hydrodynamic equations, separation, reattachment, turbulent flow

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Authors: Serban Stere, Stefan Burciu

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The challenging and continuously growing competition in the urban freight transport market emphasizes the need for optimal planning of transportation processes in terms of identifying the solution of consolidating traffic flows in congested urban areas. The aim of the present paper is to present the mathematical framework and propose a methodology of combining urban traffic flows between the distribution centers located at the boundary of a congested urban area. The three scenarios regarding traffic flow between consolidation centers that are taken into consideration in the paper are based on the same characteristics of traffic flows. The scenarios differ in terms of the accessibility of the four consolidation centers given by the infrastructure, the connections between them, and the possibility of consolidating traffic flows for one or multiple destinations. Also, synthetical indicators will allow us to compare the scenarios considered and chose the indicated for our distribution system.

Keywords: distribution system, single and multiple destinations, urban consolidation centers, traffic flow consolidation schemes

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Authors: A.Abbad, H.A.Bentounes, W.Benstaali

Abstract:

The full-potential linearized augmented plane wave method (FP-LAPW) within the Generalized Gradient Approximation (GGA) is used to calculate the magnetic and optical properties of quaternary GaFeMnN. The results show that the compound becomes magnetic and half metallic and there is an apparition of peaks at low frequencies for the optical properties.

Keywords: FP-LAPW, LSDA, magnetic moment, reflectivity

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Authors: Malinwo Estone Ayikpa

Abstract:

With the rapid increase of grid-connected PV systems over the last decades, genuine challenges have arisen for engineers and professionals of energy field in the planning and operation of existing distribution networks with the integration of new generation sources. However, the conventional distribution network, in its design was not expected to receive other generation outside the main power supply. The tools generally used to analyze the networks become inefficient and cannot take into account all the constraints related to the operation of grid-connected PV systems. Some of these constraints are voltage control difficulty, reverse power flow, and especially voltage unbalance which could be due to the poor distribution of single-phase PV systems in the network. In order to analyze the impact of the connection of small and large number of PV systems to the distribution networks, this paper presents an efficient optimization tool that minimizes voltage unbalance in three-phase distribution networks with active and reactive power injections from the allocation of single-phase and three-phase PV plants. Reactive power can be generated or absorbed using the available capacity and the adjustable power factor of the inverter. Good reduction of voltage unbalance can be achieved by reactive power control of the PV systems. The presented tool is based on the three-phase current injection method and the PV systems are modeled via an equivalent circuit. The primal-dual interior point method is used to obtain the optimal operating points for the systems.

Keywords: Photovoltaic system, Primal-dual interior point method, Three-phase optimal power flow, Voltage unbalance

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Authors: Ju-Young Hwang, Hyo-Gyoung Kwak

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This paper introduces a numerical analysis method for reinforced-concrete (RC) structures exposed to fire and compares the result with experimental results. The proposed analysis method for RC structure under the high temperature consists of two procedures. First step is to decide the temperature distribution across the section through the heat transfer analysis by using the time-temperature curve. After determination of the temperature distribution, the nonlinear analysis is followed. By considering material and geometrical nonlinearity with the temperature distribution, nonlinear analysis predicts the behavior of RC structure under the fire by the exposed time. The proposed method is validated by the comparison with the experimental results. Finally, prediction model to describe the status of after-cooling concrete can also be introduced based on the results of additional experiment. The product of this study is expected to be embedded for smart structure monitoring system against fire in u-City.

Keywords: RC, high temperature, after-cooling analysis, nonlinear analysis

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Authors: Alpesh Desai, Indrajit Mukhopadhyay

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Standalone Photovoltaic (PV) systems are designed and sized to supply certain AC and/or DC electrical loads. In computers, consumer electronics and many small appliances as well as LED lighting the actual power consumed is DC. The DC system, which requires only voltage control, has many advantages such as feasible connection of the distributed energy sources and reduction of the conversion losses for DC-based loads. Also by using the DC power directly the cost of the size of the Inverter and Solar panel reduced hence the overall cost of the system reduced. This paper explores the technical and economic feasibility of supplying electrical power to homes/houses using DC voltage mains within the house. Theoretical calculated results are presented to demonstrate the advantage of DC system over AC system with PV on sustainable rural/isolated development.

Keywords: distribution system, energy efficiency, off-grid, stand-alone PV system, sustainability, techno-socio-economic

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Authors: Noppatee Sabpayakom, Somporn Sirisumrannukul

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Due to incentive policies to promote renewable energy and energy efficiency, high penetration levels of very small power producers (VSPP) located in distribution networks have imposed technical barriers and established new requirements for protection and control of the networks. Although VSPPs have economic and environmental benefit, they may introduce negative effects and cause several challenges on the issue of protection and control system. This paper presents comprehensive studies of possible impacts on control and protection systems based on real distribution systems located in a metropolitan area. A number of scenarios were examined primarily focusing on state of islanding, and un-disconnected VSPP during faults. It is shown that without proper measures to address the issues, the system would be unable to maintain its integrity of electricity power supply for disturbance incidents.

Keywords: control and protection systems, distributed generation, renewable energy, very small power producers

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Authors: Gurcharan Singh Buttar

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It has been discovered that although these two areas, statistics, and information theory, are independent in their nature, they can be combined to create applications in multidisciplinary mathematics. This is due to the fact that where in the field of statistics, statistical parameters (measures) play an essential role in reference to the population (distribution) under investigation. Information measure is crucial in the study of ambiguity, assortment, and unpredictability present in an array of phenomena. The following communication is a link between the two, and it has been demonstrated that the well-known conventional statistical measures can be used as a measure of information.

Keywords: probability distribution, entropy, concavity, symmetry, variance, central tendency

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Authors: Shabeer Khan

Abstract:

The main objective of Islamic Finance is to promote social justice thorough financial inclusion and redistribution of economic resources between rich and poor. The approach of Islamic finance is more comprehensive in nature and covers both formal and informal sectors of the economy, first, through reducing the gap between both sectors, and second by using specific Islamic values to reallocate the wealth between formal and informal sectors. Applying Generalized Method of Movements (GMM) to the annual data spanning from 1995-2015 for 141 countries, this study explores the determinants of informal business sector in Organization of Islamic Cooperation (OIC) countries and then compares with Non-OIC countries. Economic freedom and institutions variables as well as economic growth and money supply are found to reduce informal business sector in both OIC and Non-OIC nations while government expenditure are found to increase informal business sector in both group of nations. Informal Business sector remain the same in both types of countries but still the majority Muslim population in OIC economies create main difference between both groups of nations and justify the potential role of Islamic Finance in informal business sector in OIC nations. The study suggests that institutions quality should be improved and entrepreneurs’ friendly business environment must be provided. This study refines the main features of informal business sector and discuss their implications on policy designing and implementation, particularly in the context of Islamic finance fight against poverty, inequality and improving living standards of informal sector participants in OIC countries.

Keywords: Islamic finance, informal Business Sector, Generalized Method of Movements (GMM) and OIC

Procedia PDF Downloads 145

Authors: Mohammad Mashud, S. M. Nahid Hasan

Abstract:

The aim of the research work is to modify the NACA 4215 airfoil with flap and rotary cylinder at the leading edge of the airfoil and experimentally study the static pressure distribution over the airfoil completed with flap and leading-edge vortex generator. In this research, NACA 4215 wing model has been constructed by generating the profile geometry using the standard equations and design software such as AutoCAD and SolidWorks. To perform the experiment, three wooden models are prepared and tested in subsonic wind tunnel. The experiments were carried out in various angles of attack. Flap angle and momentum injection rate are changed to observe the characteristics of pressure distribution. In this research, a new concept of flow separation control mechanism has been introduced to improve the aerodynamic characteristics of airfoil. Control of flow separation over airfoil which experiences a vortex generator (rotating cylinder) at the leading edge of airfoil is experimentally simulated under the effects of momentum injection. The experimental results show that the flow separation control is possible by the proposed mechanism, and benefits can be achieved by momentum injection technique. The wing performance is significantly improved due to control of flow separation by momentum injection method.

Keywords: airfoil, momentum injection, flap, pressure distribution

Procedia PDF Downloads 135

Authors: Longfei Wang, Selçuk Köse

Abstract:

Hardware Trojan becomes great concern as integrated circuit (IC) technology advances and not all manufacturing steps of an IC are accomplished within one company. Real-time hardware Trojan detection is proven to be a feasible way to detect randomly activated Trojans that cannot be detected at testing stage. On-chip sensors serve as a great candidate to implement real-time hardware Trojan detection, however, the optimization of on-chip sensors has not been thoroughly investigated and the location of Trojan has not been carefully explored. On-chip sensor ellipse distribution method and equivalent mapping technique are proposed based on the characteristics of on-chip power delivery network in this paper to address the optimization and distribution of on-chip sensors for real-time hardware Trojan detection as well as to estimate the location and current consumption of hardware Trojan. Simulation results verify that hardware Trojan activation can be effectively detected and the location of a hardware Trojan can be efficiently estimated with less than 5% error for a realistic power grid using our proposed methods. The proposed techniques therefore lay a solid foundation for isolation and even deactivation of hardware Trojans through accurate location of Trojans.

Keywords: hardware trojan, on-chip sensor, power distribution network, power/ground noise

Procedia PDF Downloads 386

Authors: Saleem Z. Ramadan

Abstract:

In this paper, a model is proposed to determine the life distribution parameters of the useful life region for the PV system utilizing a combination of non-parametric and linear regression analysis for the failure data of these systems. Results showed that this method is dependable for analyzing failure time data for such reliable systems when the data is scarce.

Keywords: masking, bathtub model, reliability, non-parametric analysis, useful life

Procedia PDF Downloads 557